NYMEX Light Sweet Crude Oil Future January 2019


Trading Metrics calculated at close of trading on 28-Jun-2018
Day Change Summary
Previous Current
27-Jun-2018 28-Jun-2018 Change Change % Previous Week
Open 66.65 67.58 0.93 1.4% 62.64
High 68.35 68.38 0.03 0.0% 65.78
Low 66.65 67.52 0.87 1.3% 62.16
Close 68.04 68.15 0.11 0.2% 65.56
Range 1.70 0.86 -0.84 -49.4% 3.62
ATR 1.43 1.39 -0.04 -2.8% 0.00
Volume 34,730 35,960 1,230 3.5% 132,888
Daily Pivots for day following 28-Jun-2018
Classic Woodie Camarilla DeMark
R4 70.60 70.23 68.62
R3 69.74 69.37 68.39
R2 68.88 68.88 68.31
R1 68.51 68.51 68.23 68.70
PP 68.02 68.02 68.02 68.11
S1 67.65 67.65 68.07 67.84
S2 67.16 67.16 67.99
S3 66.30 66.79 67.91
S4 65.44 65.93 67.68
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 75.36 74.08 67.55
R3 71.74 70.46 66.56
R2 68.12 68.12 66.22
R1 66.84 66.84 65.89 67.48
PP 64.50 64.50 64.50 64.82
S1 63.22 63.22 65.23 63.86
S2 60.88 60.88 64.90
S3 57.26 59.60 64.56
S4 53.64 55.98 63.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.38 63.36 5.02 7.4% 1.62 2.4% 95% True False 36,351
10 68.38 62.16 6.22 9.1% 1.60 2.4% 96% True False 28,459
20 68.38 62.16 6.22 9.1% 1.33 1.9% 96% True False 25,037
40 70.11 62.16 7.95 11.7% 1.28 1.9% 75% False False 20,165
60 70.11 59.60 10.51 15.4% 1.21 1.8% 81% False False 17,101
80 70.11 57.09 13.02 19.1% 1.19 1.7% 85% False False 14,080
100 70.11 54.78 15.33 22.5% 1.19 1.7% 87% False False 12,097
120 70.11 54.78 15.33 22.5% 1.11 1.6% 87% False False 11,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 72.04
2.618 70.63
1.618 69.77
1.000 69.24
0.618 68.91
HIGH 68.38
0.618 68.05
0.500 67.95
0.382 67.85
LOW 67.52
0.618 66.99
1.000 66.66
1.618 66.13
2.618 65.27
4.250 63.87
Fisher Pivots for day following 28-Jun-2018
Pivot 1 day 3 day
R1 68.08 67.65
PP 68.02 67.15
S1 67.95 66.65

These figures are updated between 7pm and 10pm EST after a trading day.

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